+398.0%
MTZ vs INSM
+729.9%
-331.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.5% |
| 7D | +5.0% | +5.9% | -0.9% | +4.5% |
| 30D | -6.0% | +23.9% | -29.9% | -7.8% |
| 3M | -36.1% | -4.1% | -32.0% | -36.1% |
| 6M | -56.9% | +2.7% | -59.6% | -57.3% |
| YTD | -15.9% | -30.4% | +14.5% | -14.5% |
| 1Y | -3.8% | -36.6% | +32.7% | -1.6% |
| 3Y | +272.3% | +406.9% | -134.7% | +210.0% |
| 5Y | +91.1% | +280.3% | -189.2% | +60.0% |
| All | +398.0% | +729.9% | -331.8% | +305.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling